Question: Given the zero - mean sequence x ( n ) x ( n ) x ( n ) with autocorrelation R ( m ) =

Given the zero-mean sequence x(n)x(n)x(n) with autocorrelation
R(m)=E[x(n)x(nm)]=am,a<1R(m)= E[x(n)x(n-m)]= a^{|m|},\quad |a|<1R(m)=E[x(n)x(nm)]=am,a<1
(i) Find the coefficients of the following linear MMSE predictors of x(n)x(n)x(n):
x^i(n)=j=1iaijx(nj),i=1,2,3\hat{x}_i(n)=\sum_{j=1}^{i} a_{ij}x(n-j),\quad i =1,2,3x^i(n)=j=1iaijx(nj),i=1,2,3
(ii) Find the corresponding MSEs.
(iii) If you see anything unusual in your results for different iii, comment on it and explain.

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